The stick is mostly dead.
No Medium Found
basically means that the controller cannot "get in touch" with the storage memory. One of the cases is, for example, a card reader without a card inside it.
If you're "lucky" enough, the stick you got can actually be a "fake" flash drive that is actually a microSD + reader:
You can see that the solid half of the type-A USB plug has two layers, and the thicker layer is actually a microSD.
In this case, you can try to "pick" the card out with, for example, a "thin" slotted screwdriver:
Then you might get in return a working microSD with all the data intact.
But of course, you do not want to do this if it still got warranty and you prefer a replacement than the data.